Make add_filename str/bool

[praateekmahajan]

Description

Inspired from dask.read_json where

include_path_column : bool or str, optional :

Include a column with the file path where each row in the dataframe originated.
If True, a new column is added to the dataframe called path. If str, sets new column name. Default is False.

We also had a bug in our code where we were doing include_path_column=True and then renaming the column from path -> file_name. This meant if there was already a path column we would have an error.

Usage

# Add snippet demonstrating usage

Checklist

• I am familiar with the Contributing Guide.
• New or Existing tests cover these changes.
• The documentation is up to date with these changes.

[sarahyurick]

I like this a lot, thanks! Was wondering if other files from #449 (like doc_dataset.py) need to be updated as well?